Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 1 1 4 4
Dealing with the Inventory Risk. A solution to the market making problem 0 1 6 82 7 19 74 287
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 2 7 12 65 3 12 28 117
General Intensity Shapes in Optimal Liquidation 0 0 0 25 2 3 5 78
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 19 19 1 1 8 8
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 44 1 3 12 91
Market impacts and the life cycle of investors orders 0 0 3 4 1 1 7 8
Market microstructure: confronting many viewpoints 0 0 0 0 3 5 8 8
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE * 1 1 1 1 2 3 4 4
Optimal Portfolio Liquidation with Limit Orders 0 0 3 67 2 5 14 168
Optimal algorithmic trading and market microstructure 0 4 15 188 5 19 49 292
Optimal posting price of limit orders: learning by trading 1 1 4 51 3 4 8 145
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 2 3 156
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 2 34 0 2 7 61
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 3 58 5 7 13 130
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 6 54 3 4 13 82
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 2 51 3 5 14 122
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 3 33 1 2 7 57
Simulating and analyzing order book data: The queue-reactive model 0 1 7 26 1 2 10 39
Total Working Papers 4 16 88 886 44 100 288 1,857
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 2 81 3 10 24 274
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 3 5 7 7
Real-time market microstructure analysis: online transaction cost analysis 0 0 2 5 1 3 10 28
Total Journal Articles 0 0 4 86 7 18 41 309


Statistics updated 2016-05-03